Horses for courses : mean-variance for asset allocation and 1/N for stock selection
Emmanouil Platanakis, Charles Sutcliffe, Xiaoxia Ye
| Year of publication: |
2021
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|---|---|
| Authors: | Platanakis, Emmanouil ; Sutcliffe, Charles M. S. ; Ye, Xiaoxia |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 288.2021, 1 (1.1.), p. 302-317
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| Subject: | Asset allocation | Investment analysis | Mean-variance | Naive diversification | Portfolio theory | Stock selection | Portfolio-Management | Portfolio selection | Theorie | Theory | Finanzanalyse | Financial analysis | Anlageverhalten | Behavioural finance | Kapitalanlage | Financial investment | CAPM | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2020.05.043 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012496562